In a normal distribution, 99.7% of the observations fall within which of the following standard deviations?

In a normal distribution, 99.7% of the observations fall within which of the following standard deviations? Question 2 options: A) ±1 s.d. of the mean B) ±1.5 s.d. of the mean C) ±2 s.d. of the mean D) ±3 s.d. of the mean